Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47407.53 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46009.51 Kr¶

PnL: ---------------------------------------> -879.06 Kr¶

DD now: ---------------------------------> -2.514 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:19:54.046655'

Anic Portfolio¶

Today¶

Return: -0.252 %¶

This Week¶

Return: -0.252 %¶

Total¶

Return: 55.2 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3135.000000 208.000000 7.110000 2927.000000
HEBA B 70 -1.870000 2758.000000 122.000000 4.630000 2636.000010
HMS Networks 2 -1.130000 771.200000 98.200000 14.590000 673.000000
Nordea Bank Abp 29 -0.020000 3514.220000 60.220000 1.740000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -2.840000 396.800000 41.800000 11.770000 355.000000
SAAB B 8 -0.300000 3409.600000 32.600000 0.970000 3377.000000
Resurs Holding 22 -1.230000 602.580000 28.580000 4.980000 573.999998
AcadeMedia 12 0.080000 579.840000 22.840000 4.100000 557.000004
Swedbank A 3 -0.430000 586.800000 22.800000 4.040000 564.000000
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.990000 542.600000 15.600000 2.960000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 -0.530000 584.880000 14.880000 2.610000 570.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Corem Property Group B 59 -4.230000 587.640000 10.640000 1.840000 576.999999
Samhällsbyggnadsbo. i Norden D 12 -1.770000 252.480000 6.480000 2.630000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Creaspac SPAC 6 -0.830000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 -0.320000 538.500000 -7.500000 -1.370000 546.000000
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
Boozt 12 -2.010000 1636.800000 -17.200000 -1.040000 1653.999996
CTEK 13 -0.330000 507.910000 -26.090000 -4.890000 533.999999
International Petroleum Corp. 5 -1.570000 565.000000 -29.570000 -4.970000 594.565215
Essity B 2 0.450000 536.800000 -37.200000 -6.480000 574.000000
Vivesto 1368 2.470000 567.720000 -45.280000 -7.390000 612.999432
Essity A 4 0.370000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 -0.570000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 0.930000 2808.000000 -163.000000 -5.490000 2971.000006
OX2 18 -0.750000 1434.600000 -229.400000 -13.790000 1663.999992
Axfood 13 0.670000 3490.500000 -265.500000 -7.070000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46009.510000 -879.060000 -2.5136% 46888.564618

Updated:¶

'2023-01-30 09:20:06.911614'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶